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@ -9,7 +9,7 @@
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- [SIGNALS](#signals)
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- [ENTRIES/EXITS time based](#entriesexits-time-based)
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- [STOPS](#stops)
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- [OHLCSTX modul](#ohlcstx-modul)
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- [OHLCSTX module](#ohlcstx-module)
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- [WINDOW OPEN/CLOSE](#window-openclose)
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- [END OF DAY EXITS](#end-of-day-exits)
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- [DF/SR ACCESSORS](#dfsr-accessors)
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@ -31,6 +31,7 @@
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- [ANALYSIS](#analysis)
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- [ROBUSTNESS](#robustness)
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- [UTILS](#utils)
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- [Market calendar](#market-calendar)
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```python
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@ -47,6 +48,7 @@ if not hasattr(pd.DataFrame, 'lw'):
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# FETCHING DATA
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```python
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#fetching from remote db
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from lib.db import Connection
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SYMBOL = "BAC"
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@ -60,16 +62,17 @@ basic_data = con.pull(symbols=[SYMBOL], schema=SCHEMA,start="2024-08-01", end="2
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#Fetching from YAHOO
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symbols = ["AAPL", "MSFT", "AMZN", "TSLA", "AMD", "NVDA", "SPY", "QQQ", "META", "GOOG"]
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data = vbt.YFData.pull(symbols, start="2024-09-28", end="now", timeframe="1H", missing_columns="nan")
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#endregion
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```
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# DISCOVERY
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```python
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#get parameters of method
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vbt.IF.list_locations() #lists categories
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vbt.IF.list_indicators(pattern="vbt") #all in category vbt
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vbt.IF.list_indicators("*sma")
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vbt.phelp(vbt.indicator("talib:MOM").run)
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```
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# DATA/WRAPPER
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@ -233,7 +236,7 @@ price = close.vbt.wrapper.fill()
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price[entries] = entry_price
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price[exits] = exit_price
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## OHLCSTX modul
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## OHLCSTX module
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- exit signal generator based on price and stop values
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[doc](ttp://5.161.179.223:8000/vbt-doc/api/signals/generators/ohlcstx/index.html)
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@ -601,4 +604,16 @@ print(vbt.timeit(my_pipeline))
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#numba doesnt return error when indexing out of bound, this raises the error
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import os
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os.environ["NUMBA_BOUNDSCHECK"] = "1"
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```
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```
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# Market calendar
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```python
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from pandas.tseries.offsets import CustomBusinessDay
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from pandas_market_calendars import get_calendar
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# Get the NYSE trading calendar
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nyse = get_calendar('NYSE')
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# Create a CustomBusinessDay object using the NYSE trading calendar
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custom_bd = CustomBusinessDay(holidays=nyse.holidays().holidays, weekmask=nyse.weekmask, calendar=nyse)
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```
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